I think it's hard, personally, to compare the movie villains to the TV villains. The TV villains just get so much more time to grow and be developed. A movie is only two hours, and it can't all be about the villain. So for me, I have the separate them into two distinct categories. And with that in mind, I would say:

Movies -

Shows - Obviously Fisk, but I have to make special mention of Leland, Gao, and from AoS, Garrett. Going into Daredevil, I pretty much knew that Fisk would be good. But Leland and Gao (sorry Nobu) were both so much fun too; they really took my expectations for them and ran off. Both were very well-acted; Leland's sardonic fed-up-ness was hilarious, and Gao was surprisingly intimidating for such a physically unimposing person, and she had an interesting otherworldly quality as well. And as for Garrett, Bill Paxton was also a joy to have. I loved him as a snide, sarcastic SHIELD agent, but then when the time came he just completely cut loose. Even as a character, he had fun with it. Making steak dinner bets with Ward while raiding the Fridge (and making good on them!), snarking all throughout his fight with Coulson and Fury, and so on. He was like a really fun uncle, almost, if that really fun uncle was completely chaotic and able to blow stuff up without consequence. But he wasn't without his depth, either. The story he told to Ward about what convinced him to join Hydra was harsh, and it made you able to understand a little of why he lost faith in SHIELD.

Calvin Zabo is just 100% amazing every time, but as I've said before, he doesn't really seem like a villain to me. Just a very complex, conflicted character. Same for Grant Ward. But both of them are fantastic, still.